Adaptive Elastic Net Based on Modified PSO for Variable Selection in Cox Model With High-Dimensional Data: A Comprehensive Simulation Study

In contemporary research, high-dimensional data has become more popular in many scientific fields with the rapid advancement of technology in collecting and storing large datasets. As in any modeling process with high-dimensional data, it is very important to accurately identify a subset of the feat...

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Main Authors: Nuriye Sancar, Efe Precious Onakpojeruo, Deniz Inan, Dilber Uzun Ozsahin
Format: Article
Language:English
Published: IEEE 2023-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10304129/
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author Nuriye Sancar
Efe Precious Onakpojeruo
Deniz Inan
Dilber Uzun Ozsahin
author_facet Nuriye Sancar
Efe Precious Onakpojeruo
Deniz Inan
Dilber Uzun Ozsahin
author_sort Nuriye Sancar
collection DOAJ
description In contemporary research, high-dimensional data has become more popular in many scientific fields with the rapid advancement of technology in collecting and storing large datasets. As in any modeling process with high-dimensional data, it is very important to accurately identify a subset of the features and reduce the dimensionality in the Cox modeling process in the case of high-dimensionality. Numerous penalized techniques for the Cox model with high-dimensional data have been developed to handle the multicollinearity problem and decrease variability. Adaptive Elastic-net is one of the penalized methods used for feature selection that both handles the grouping effect and has the oracle property. However, providing these advantageous properties of Adaptive Elastic-net for variable selection in the Cox model depends on the optimal selection of hyperparameters, <inline-formula> <tex-math notation="LaTeX">$\alpha $ </tex-math></inline-formula>, and <inline-formula> <tex-math notation="LaTeX">$\lambda $ </tex-math></inline-formula> values. For this reason, the appropriate selection of these parameters is quite important. Hyperparameters are generally selected by maximizing k-fold cross-validated log partial likelihood based on grid search over (<inline-formula> <tex-math notation="LaTeX">$\alpha $ </tex-math></inline-formula>, <inline-formula> <tex-math notation="LaTeX">$\lambda $ </tex-math></inline-formula>) for the model. However, this method does not guarantee optimal <inline-formula> <tex-math notation="LaTeX">$\alpha $ </tex-math></inline-formula> and <inline-formula> <tex-math notation="LaTeX">$\lambda $ </tex-math></inline-formula> values. In grid search, hyperparameters are typically allowed to take values specified in a limited sequence in a grid. The purpose of this study is to propose a novel method to determine the optimum hyperparameters (<inline-formula> <tex-math notation="LaTeX">$\alpha $ </tex-math></inline-formula>, <inline-formula> <tex-math notation="LaTeX">$\lambda $ </tex-math></inline-formula>) pair of Adaptive Elastic-net for variable selection in the Cox model with high dimensional data based on modified particle swarm optimization (MPSO). The introduced metaheuristic-based method has been evaluated by extensive simulation studies by comparing it with different traditional penalized methods using various evaluation criteria under different scenarios. According to the comprehensive simulation study, the proposed method outperforms other penalized methods in terms of both variable selection and prediction and estimation accuracy performance for the Cox model in investigating the high-dimensional data.
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spelling doaj.art-cbe087a05eeb406fafbb5e25bb4fdac42024-02-09T00:01:10ZengIEEEIEEE Access2169-35362023-01-011112730212731610.1109/ACCESS.2023.332938610304129Adaptive Elastic Net Based on Modified PSO for Variable Selection in Cox Model With High-Dimensional Data: A Comprehensive Simulation StudyNuriye Sancar0https://orcid.org/0000-0003-2468-6118Efe Precious Onakpojeruo1https://orcid.org/0000-0001-8582-409XDeniz Inan2https://orcid.org/0000-0002-0408-1309Dilber Uzun Ozsahin3Department of Mathematics, Near East University, Nicosia, TurkeyOperational Research Center in Healthcare, Near East University, Cyprus, Nicosia, TurkeyDepartment of Statistics, Marmara University, Istanbul, TurkeyDepartment of Medical Diagnostic Imaging, College of Health Science, University of Sharjah, Sharjah, United Arab EmiratesIn contemporary research, high-dimensional data has become more popular in many scientific fields with the rapid advancement of technology in collecting and storing large datasets. As in any modeling process with high-dimensional data, it is very important to accurately identify a subset of the features and reduce the dimensionality in the Cox modeling process in the case of high-dimensionality. Numerous penalized techniques for the Cox model with high-dimensional data have been developed to handle the multicollinearity problem and decrease variability. Adaptive Elastic-net is one of the penalized methods used for feature selection that both handles the grouping effect and has the oracle property. However, providing these advantageous properties of Adaptive Elastic-net for variable selection in the Cox model depends on the optimal selection of hyperparameters, <inline-formula> <tex-math notation="LaTeX">$\alpha $ </tex-math></inline-formula>, and <inline-formula> <tex-math notation="LaTeX">$\lambda $ </tex-math></inline-formula> values. For this reason, the appropriate selection of these parameters is quite important. Hyperparameters are generally selected by maximizing k-fold cross-validated log partial likelihood based on grid search over (<inline-formula> <tex-math notation="LaTeX">$\alpha $ </tex-math></inline-formula>, <inline-formula> <tex-math notation="LaTeX">$\lambda $ </tex-math></inline-formula>) for the model. However, this method does not guarantee optimal <inline-formula> <tex-math notation="LaTeX">$\alpha $ </tex-math></inline-formula> and <inline-formula> <tex-math notation="LaTeX">$\lambda $ </tex-math></inline-formula> values. In grid search, hyperparameters are typically allowed to take values specified in a limited sequence in a grid. The purpose of this study is to propose a novel method to determine the optimum hyperparameters (<inline-formula> <tex-math notation="LaTeX">$\alpha $ </tex-math></inline-formula>, <inline-formula> <tex-math notation="LaTeX">$\lambda $ </tex-math></inline-formula>) pair of Adaptive Elastic-net for variable selection in the Cox model with high dimensional data based on modified particle swarm optimization (MPSO). The introduced metaheuristic-based method has been evaluated by extensive simulation studies by comparing it with different traditional penalized methods using various evaluation criteria under different scenarios. According to the comprehensive simulation study, the proposed method outperforms other penalized methods in terms of both variable selection and prediction and estimation accuracy performance for the Cox model in investigating the high-dimensional data.https://ieeexplore.ieee.org/document/10304129/Adaptive elastic netcox modelhigh-dimensional datamodified particle swarm optimizationvariable selection
spellingShingle Nuriye Sancar
Efe Precious Onakpojeruo
Deniz Inan
Dilber Uzun Ozsahin
Adaptive Elastic Net Based on Modified PSO for Variable Selection in Cox Model With High-Dimensional Data: A Comprehensive Simulation Study
IEEE Access
Adaptive elastic net
cox model
high-dimensional data
modified particle swarm optimization
variable selection
title Adaptive Elastic Net Based on Modified PSO for Variable Selection in Cox Model With High-Dimensional Data: A Comprehensive Simulation Study
title_full Adaptive Elastic Net Based on Modified PSO for Variable Selection in Cox Model With High-Dimensional Data: A Comprehensive Simulation Study
title_fullStr Adaptive Elastic Net Based on Modified PSO for Variable Selection in Cox Model With High-Dimensional Data: A Comprehensive Simulation Study
title_full_unstemmed Adaptive Elastic Net Based on Modified PSO for Variable Selection in Cox Model With High-Dimensional Data: A Comprehensive Simulation Study
title_short Adaptive Elastic Net Based on Modified PSO for Variable Selection in Cox Model With High-Dimensional Data: A Comprehensive Simulation Study
title_sort adaptive elastic net based on modified pso for variable selection in cox model with high dimensional data a comprehensive simulation study
topic Adaptive elastic net
cox model
high-dimensional data
modified particle swarm optimization
variable selection
url https://ieeexplore.ieee.org/document/10304129/
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AT denizinan adaptiveelasticnetbasedonmodifiedpsoforvariableselectionincoxmodelwithhighdimensionaldataacomprehensivesimulationstudy
AT dilberuzunozsahin adaptiveelasticnetbasedonmodifiedpsoforvariableselectionincoxmodelwithhighdimensionaldataacomprehensivesimulationstudy